A Procedure to Compute Values of the Generalized Poisson Function

The purpose of this paper is to describe a technical procedure, which enables one to compute values of the generalized Poisson distribution function, with an accuracy considered sufficient for insurance companies and with satisfactory speed. The procedure requires a fast medium sized computer. The computation of values of the generalized Poisson distribution function has become a timely problem in Finland, because of the introduction by the Supervisory Service of more stringent requirements in determining limits of the so called equalization reserves, which have their theoretical basis in the random fluctuations of claims amounts.